+49.6%
ON vs CART
+47.6%
+2.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +17.0% | +1.2% | +15.8% | +17.0% |
| 30D | -3.9% | +17.8% | -21.6% | -3.4% |
| 3M | -11.5% | +20.7% | -32.2% | -11.0% |
| 6M | -29.2% | +49.7% | -78.9% | -28.9% |
| YTD | +36.2% | +30.0% | +6.1% | +37.5% |
| 1Y | +49.6% | +48.4% | +1.3% | +47.8% |
| All | +49.6% | +47.6% | +2.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling